+33.2%
ZBH vs SFM
+132.6%
-99.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.1% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -0.1% | -4.4% | +4.3% | +0.2% |
| 3M | +13.4% | +1.5% | +11.9% | +13.0% |
| 6M | +3.0% | +6.5% | -3.5% | +2.0% |
| YTD | +9.7% | +2.2% | +7.5% | +8.9% |
| 1Y | -5.4% | -41.9% | +36.5% | -2.1% |
| 3Y | -15.6% | +106.8% | -122.3% | -23.0% |
| 5Y | -28.1% | +231.6% | -259.7% | -37.7% |
| 10Y | -15.2% | +258.4% | -273.7% | -28.7% |
| All | +33.2% | +132.6% | -99.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling